Nothing Special   »   [go: up one dir, main page]

create a website
A VAR Forecasting Model of a Regional Economy: Its Construction and Comparative Accuracy. (1986). Ratner, Jonathan ; Kinal, Terrence.
In: International Regional Science Review.
RePEc:sae:inrsre:v:10:y:1986:i:2:p:113-126.

Full description at Econpapers || Download paper

Cited: 18

Citations received by this document

Cites: 29

References cited by this document

Cocites: 32

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. GDP nowcasting: application and constraints in a small open developing economy. (2017). Madhou, Ashwin ; Ramiah, Vikash ; Moosa, Imad ; Sewak, Tayushma.
    In: Applied Economics.
    RePEc:taf:applec:v:49:y:2017:i:38:p:3880-3890.

    Full description at Econpapers || Download paper

  2. A small-scale DSGE-VAR model for the Romanian economy. (2017). Pop, Raluca-Elena.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:67:y:2017:i:c:p:1-9.

    Full description at Econpapers || Download paper

  3. Short-Term Forecasting Analysis for Municipal Water Demand. (2015). Fullerton, Thomas ; Walke, Adam G ; Ceballos, Alejandro .
    In: MPRA Paper.
    RePEc:pra:mprapa:78259.

    Full description at Econpapers || Download paper

  4. Predicting Downturns in the US Housing Market: A Bayesian Approach. (2010). GUPTA, RANGAN ; DAS, SONALI.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:41:y:2010:i:3:p:294-319.

    Full description at Econpapers || Download paper

  5. Forecasting macroeconomic variables in a small open economy: a comparison between small- and large-scale models. (2010). Kabundi, Alain ; GUPTA, RANGAN.
    In: Journal of Forecasting.
    RePEc:jof:jforec:v:29:y:2010:i:1-2:p:168-185.

    Full description at Econpapers || Download paper

  6. BAYESIAN METHODS OF FORECASTING INVENTORY INVESTMENT. (2009). GUPTA, RANGAN.
    In: South African Journal of Economics.
    RePEc:bla:sajeco:v:77:y:2009:i:1:p:113-126.

    Full description at Econpapers || Download paper

  7. SPATIAL BAYESIAN METHODS OF FORECASTING HOUSE PRICES IN SIX METROPOLITAN AREAS OF SOUTH AFRICA. (2008). GUPTA, RANGAN ; DAS, SONALI.
    In: South African Journal of Economics.
    RePEc:bla:sajeco:v:76:y:2008:i:2:p:298-313.

    Full description at Econpapers || Download paper

  8. Unemployment Insurance and State Economic Activity. (1999). Rejda, George E. ; LEE, KYUNG WON ; Schmidt, James R.
    In: International Economic Journal.
    RePEc:taf:intecj:v:13:y:1999:i:3:p:77-95.

    Full description at Econpapers || Download paper

  9. Population Forecasting with Endogenous Migration: An Application to Trans-Tasman Migration. (1999). Poot, Jacques ; James, Doug ; Gorbey, Susi .
    In: International Regional Science Review.
    RePEc:sae:inrsre:v:22:y:1999:i:1:p:69-101.

    Full description at Econpapers || Download paper

  10. Modelling and forecasting regional service employment in Great Britain1. (1999). Swales, Caspar ; Sarantis, Nicholas .
    In: Economic Modelling.
    RePEc:eee:ecmode:v:16:y:1999:i:3:p:429-453.

    Full description at Econpapers || Download paper

  11. Regional Economic Forecasting: Keeping the Crystal Ball Rolling. (1995). .
    In: International Regional Science Review.
    RePEc:sae:inrsre:v:18:y:1995:i:2:p:195-200.

    Full description at Econpapers || Download paper

  12. The Utility of Impulse Response Functions in Regional Analysis: Some Critical Issues. (1993). .
    In: International Regional Science Review.
    RePEc:sae:inrsre:v:15:y:1993:i:2:p:199-222.

    Full description at Econpapers || Download paper

  13. A Dynamic Analysis Of Net Migration And State Employment Change. (1991). Pulver, Glen C. ; Gruidl, John S..
    In: The Review of Regional Studies.
    RePEc:rre:publsh:v21:y:1991:i:1:p:21-38.

    Full description at Econpapers || Download paper

  14. The Forecasting Accuracy of Regional Bayesian VAR Models with Alternative National Variable Choices. (1990). .
    In: International Regional Science Review.
    RePEc:sae:inrsre:v:13:y:1990:i:3:p:257-269.

    Full description at Econpapers || Download paper

  15. A Comparison of Regional Forecasting Techniques. (1990). Connaughton, John E. ; Madsen, Ronald A..
    In: The Review of Regional Studies.
    RePEc:rre:publsh:v20:y:1990:i:3:p:4-11.

    Full description at Econpapers || Download paper

  16. Improving economic forecasting with Bayesian vector autoregression. (1984). Todd, Richard M..
    In: Quarterly Review.
    RePEc:fip:fedmqr:y:1984:i:fall:n:v.8no.4:x:1.

    Full description at Econpapers || Download paper

  17. Some time series methods of forecasting the Texas economy. (1984). Gruben, William ; Fomby, Thomas ; Hoehn, James G. ; with Thomas B. Fomby, .
    In: Working Papers.
    RePEc:fip:feddwp:84-02.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Anderson, P. A. , 1979a. Help for the regional economic forecaster: vector auto-regression. Federal Reserve Bank of Minneapolis Quarterly Review Summer: 2-7.

  2. Anderson, P. A. , 1979b. A test of the exogeneity of national variables in a regional econometric model. Minneapolis, MN: Federal Reserve Bank of Minneapolis, Research Department Working Paper 124.

  3. Doan, T. A. , , Litterman, R. B. , , and Sims, C. A. , 1984. Forecasting and conditional projection using realistic prior distributions. Econometric Reviews 3,1: 1-100.
    Paper not yet in RePEc: Add citation now
  4. Doan, T. A. , and Litterman, R. B. , 1981. RATS, version 4.1; users manual. Minneapolis, MN: VAR Econometrics.
    Paper not yet in RePEc: Add citation now
  5. Fair, R. C. , 1979. An analysis of four macroeconomic models. Journal of Political Economy 87: 701-718.

  6. Fair, R. C. , 1980. Estimating the predictive accuracy of econometric models. International Economic Review 21: 355-378.

  7. Feldstein, M. , 1971. The error of forecasts in econometric models when the forecast-period exogenous variables are stochastic. Econometrica 39: 55-60.

  8. Fischer, S. , 1981. Relative shocks, relative price variability, and inflation. Brookings Papers on Economic Activity 2: 381-431.

  9. Friedman, B. M. , 1981. The roles of money and credit in macroeconomic analysis. Washington, D.C.: National Bureau of Economic Research, Working Paper 831.

  10. Gordon, R. J. , and King, S. R. , 1982. The output cost of disinflation in traditional and vector autoregressive models. Brookings Papers on Economic Activity 1: 205-241.

  11. Granger, C. W. J. , 1980. Forecasting in business and economics. New York, N.Y.: Academic Press.
    Paper not yet in RePEc: Add citation now
  12. Granger, C. W. J. , and Newbold, P. , 1977. Forecasting economic time series New York: Academic Press.
    Paper not yet in RePEc: Add citation now
  13. Hoehn, J. G. , , Gruben, W. C. , , and Fomby, T. B. , 1984. Some time series methods of forecasting the Texas economy. Dallas, TX: Federal Reserve Bank of Dallas, Research Paper 8402.

  14. Kinal, T. , and Lahiri, K. , 1983. Specification error analysis with stochastic regressors. Econometrica 51: 1209-1219.

  15. Kinal, T. , and Ratner, J. B. , 1982. Regional forecasting with vector autoregression: the case of New York State. Albany, N.Y.: State University of New York at Albany, Working Paper 155.
    Paper not yet in RePEc: Add citation now
  16. Klein, L. R. , 1969. The specification of regional econometric models. Papers of the Regional Science Association XXIII: 105-115.

  17. Klein, L. R. , and Young, R. M. , 1980. An introduction to econometric models and econometric forecasts. Lexington, MA: Lexington Books.
    Paper not yet in RePEc: Add citation now
  18. Kuprianov, A. , and Lupoletti, W. , 1984. The economic outlook for Fifth District States in 1984: forecasts from vector autoregression models. Federal Reserve Bank of Richmond Economic Review January-February: 12-23.

  19. Litterman, R. B. , 1979. Techniques of forecasting using vector autoregression. Minneapolis, MN: Federal Reserve Bank of Minneapolis, Research Department, Working paper 115.

  20. Litterman, R. B. , 1980. A Bayesian procedure for forecasting with vector autoregressions. Minneapolis, MN: Federal Reserve Bank of Minneapolis, xeroxed.
    Paper not yet in RePEc: Add citation now
  21. Litterman, R. B. , 1984. Forecasting and policy analysis with Bayesian vector auto-regression models. Federal Reserve Bank of Minneapolis Quarterly Review Fall: 30-41.

  22. Lucas, R. E., Jr. , 1976. Econometric policy evaluation: a critique. In The Phillips curve and labor markets, Vol. I of the Carnegie-Rochester conferences on public policy, eds. K. Brunner , and A. Meltzer , , pp. 19-46. Amsterdam: North-Holland.

  23. Sargent, T. J. , 1979. Estimating vector autoregressions using methods not based on explicit economic theories. Federal Reserve Bank of Minneapolis Quarterly Review Summer: 8-15.

  24. Sargent, T. J. , and Sims, C. A. , 1977. Business cycle modeling without pretending to have too much a priori economic theory. In New methods in business cycle research: proceedings from a conference. Minneapolis, MN: Federal Reserve Bank of Minneapolis.

  25. Sims, C. A. , 1980a. Macroeconomics and reality. Econometrica 48: 1-48.

  26. Sims, C. A. , 1980b. Comparison of interwar and postwar business cycles: monetarism reconsidered. The American Economic Review, Papers and Proceedings 70: 250-257.

  27. Sims, C. A. , 1982. Policy analysis with econometric models. Brookings Papers on Economic Activity 1: 107-152.

  28. Spivey, W. A. , and Wrobleski, W. J. , 1979. Econometric model performance in forecasting and policy assessment. Washington, D.C.: American Enterprise Institute for Public Policy Research.

  29. Zellner, A. , and Palm, F. , 1974. Time series analysis and simultaneous equation econometric models. Journal of Econometrics 2: 17-54.

Cocites

Documents in RePEc which have cited the same bibliography

  1. Oil and Non-Oil Determinants of Saudi Arabia’s International Competitiveness: Historical Analysis and Policy Simulations. (2023). Razek, Noha ; Hasanov, Fakhri J.
    In: Sustainability.
    RePEc:gam:jsusta:v:15:y:2023:i:11:p:9011-:d:1162758.

    Full description at Econpapers || Download paper

  2. Saudi Non-Oil Exports before and after COVID-19: Historical Impacts of Determinants and Scenario Analysis. (2022). Joutz, Frederick L ; Javid, Muhammad ; Hasanov, Fakhri J.
    In: Sustainability.
    RePEc:gam:jsusta:v:14:y:2022:i:4:p:2379-:d:753249.

    Full description at Econpapers || Download paper

  3. Great expectations? evidence from Colombia’s exchange rate survey. (2016). Villamizar-Villegas, mauricio ; Echavarria, Juan Jose.
    In: Latin American Economic Review.
    RePEc:spr:laecrv:v:25:y:2016:i:1:d:10.1007_s40503-016-0033-2.

    Full description at Econpapers || Download paper

  4. Can Macroeconomists Get Rich Forecasting Exchange Rates?. (2014). Hlouskova, Jaroslava ; Crespo Cuaresma, Jesus ; Costantini, Mauro.
    In: Department of Economics Working Paper Series.
    RePEc:wiw:wus005:4181.

    Full description at Econpapers || Download paper

  5. Can Macroeconomists Get Rich Forecasting Exchange Rates?. (2014). Hlouskova, Jaroslava ; Crespo Cuaresma, Jesus ; Costantini, Mauro.
    In: Department of Economics Working Papers.
    RePEc:wiw:wiwwuw:wuwp176.

    Full description at Econpapers || Download paper

  6. Can Macroeconomists Get Rich Forecasting Exchange Rates?. (2014). Hlouskova, Jaroslava ; Crespo Cuaresma, Jesus ; Costantini, Mauro.
    In: Economics Series.
    RePEc:ihs:ihsesp:305.

    Full description at Econpapers || Download paper

  7. A Dynamic Model of Cross-Category Competition: Theory, Tests and Applications. (2009). Bandyopadhyay, Subir .
    In: Journal of Retailing.
    RePEc:eee:jouret:v:85:y:2009:i:4:p:468-479.

    Full description at Econpapers || Download paper

  8. Beating the random walk in Central and Eastern Europe. (2005). Hlouskova, Jaroslava ; Crespo Cuaresma, Jesus.
    In: Journal of Forecasting.
    RePEc:jof:jforec:v:24:y:2005:i:3:p:189-201.

    Full description at Econpapers || Download paper

  9. Assessing the Historical Accuracy of Regional Economic Forecasts. (2004). Fullerton, Thomas ; West, Carol Taylor .
    In: Urban/Regional.
    RePEc:wpa:wuwpur:0404009.

    Full description at Econpapers || Download paper

  10. Prognose uni- und multivariater Zeitreihen. (2004). Neusser, Klaus ; Deistler, Manfred.
    In: Diskussionsschriften.
    RePEc:ube:dpvwib:dp0401.

    Full description at Econpapers || Download paper

  11. Disagreement about Inflation Expectations. (2004). Mankiw, Gregory N. ; Reis, Ricardo ; Wolfers, Justin .
    In: NBER Chapters.
    RePEc:nbr:nberch:11444.

    Full description at Econpapers || Download paper

  12. Regime switching and monetary policy measurement. (2004). Ramey, Garey ; Owyang, Michael.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:51:y:2004:i:8:p:1577-1597.

    Full description at Econpapers || Download paper

  13. Impactos da Política Monetária Sobre os Níveis de Emprego no Brasil Pós-Plano Real: uma Abordagem Quantitativa. (2003). Paixão, Adriano ; Figueiredo, Erik ; da Paixo, Adriano Nascimento ; Maia, Sinezio Fernades ; Valentine, Marilza Pereira ; de Figueiredo, Erik Alencar .
    In: Anais do XXXI Encontro Nacional de Economia [Proceedings of the 31st Brazilian Economics Meeting].
    RePEc:anp:en2003:f07.

    Full description at Econpapers || Download paper

  14. Evidence on nominal wage rigidity from a panel of U.S. manufacturing industries. (1995). Loungani, Prakash ; Ghosal, Vivek.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:512.

    Full description at Econpapers || Download paper

  15. Testing aggregate neutrality with heterogeneous sectors. (1995). Landon, Stuart.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:17:y:1995:i:1:p:131-148.

    Full description at Econpapers || Download paper

  16. The Forecasting Accuracy of Regional Bayesian VAR Models with Alternative National Variable Choices. (1990). .
    In: International Regional Science Review.
    RePEc:sae:inrsre:v:13:y:1990:i:3:p:257-269.

    Full description at Econpapers || Download paper

  17. A Comparison of Regional Forecasting Techniques. (1990). Connaughton, John E. ; Madsen, Ronald A..
    In: The Review of Regional Studies.
    RePEc:rre:publsh:v20:y:1990:i:3:p:4-11.

    Full description at Econpapers || Download paper

  18. Deflating the case for zero inflation. (1990). .
    In: Quarterly Review.
    RePEc:fip:fedmqr:y:1990:i:sum:p:2-11:n:v.14no.3.

    Full description at Econpapers || Download paper

  19. Interest-Rate Smoothing. (1988). Barro, Robert.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:2581.

    Full description at Econpapers || Download paper

  20. Macroeconometric Model Evaluation, with Special Reference to the NIF88 Model.. (1988). Simes, Richard M.
    In: Australian Economic Papers.
    RePEc:bla:ausecp:v:27:y:1988:i:0:p:29-56.

    Full description at Econpapers || Download paper

  21. A VAR Forecasting Model of a Regional Economy: Its Construction and Comparative Accuracy. (1986). Ratner, Jonathan ; Kinal, Terrence.
    In: International Regional Science Review.
    RePEc:sae:inrsre:v:10:y:1986:i:2:p:113-126.

    Full description at Econpapers || Download paper

  22. The limits of counter-cyclical monetary policy: an analysis based on optimal control theory and vector autoregressions. (1986). Litterman, Robert.
    In: Working Papers.
    RePEc:fip:fedmwp:297.

    Full description at Econpapers || Download paper

  23. Evaluating the predictive accuracy of models. (1986). Fair, Ray C..
    In: Handbook of Econometrics.
    RePEc:eee:ecochp:3-33.

    Full description at Econpapers || Download paper

  24. A BEGINNERS GUIDE TO VECTOR AUTOREGRESSION. (1986). Ford, Steve.
    In: Staff Papers.
    RePEc:ags:umaesp:13527.

    Full description at Econpapers || Download paper

  25. Information usage in the formation of price expectations: theory and econometric tests. (1985). McNulty, Mark S.
    In: ISU General Staff Papers.
    RePEc:isu:genstf:1985010108000013085.

    Full description at Econpapers || Download paper

  26. Rational Expectations Models in Macroeconomics. (1983). Taylor, John.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:1224.

    Full description at Econpapers || Download paper

  27. Optimal Price and Inventory Adjustment in an Open-Economy Model of the Business Cycle. (1983). Hodrick, Robert ; Flood, Robert.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:1089.

    Full description at Econpapers || Download paper

  28. Optimal control of the money supply. (1983). Litterman, Robert.
    In: Staff Report.
    RePEc:fip:fedmsr:82.

    Full description at Econpapers || Download paper

  29. Optimal Control of the Money Supply. (1982). Litterman, Robert.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:0912.

    Full description at Econpapers || Download paper

  30. Exchange-Rate Policy After a Decade of Floating. (1982). Branson, William H..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:0909.

    Full description at Econpapers || Download paper

  31. Macroeconomic Determinants of Real Exchange Rates. (1981). Branson, William H..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:0801.

    Full description at Econpapers || Download paper

  32. Intertemporal Substitution and the Business Cycle. (1980). Barro, Robert.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:0490.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-01-05 22:48:07 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.